+143.5%
IWM vs INTU
+232.2%
-88.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +1.4% | +0.1% | +1.4% | +1.4% |
| 30D | +2.3% | +10.1% | -7.8% | -1.3% |
| 3M | -8.3% | -4.2% | -4.1% | -7.8% |
| 6M | -1.3% | -7.2% | +5.9% | -2.3% |
| YTD | +13.5% | -47.7% | +61.2% | +38.6% |
| 1Y | +18.4% | -46.7% | +65.1% | +43.2% |
| 3Y | +69.6% | -34.1% | +103.7% | +81.1% |
| 5Y | +23.3% | -43.3% | +66.6% | +34.3% |
| All | +143.5% | +232.2% | -88.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling